public void PayloadEmptySourceFileAttribute()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(PayloadTests.TestDataDirectory, @"PayloadEmptySourceFileAttribute\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(6, "The Payload/@SourceFile attribute's value cannot be an empty string. If you want the value to be null or empty, simply remove the entire attribute.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 6;
candle.Run();
}
public void ComponentSearchGuidMissing()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(ComponentSearchTests.TestDataDirectory, @"ComponentSearchGuidMissing\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The util:ComponentSearch/@Guid attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 10;
candle.Extensions.Add("WixUtilExtension");
candle.Run();
}
// Use this for initialization
void Start()
{
candle1 = GameObject.Find ("Candle1").GetComponent<Candle> ();
candle2 = GameObject.Find ("Candle2").GetComponent<Candle> ();
candle3 = GameObject.Find ("Candle3").GetComponent<Candle> ();
candle4 = GameObject.Find ("Candle4").GetComponent<Candle> ();
state = 0;
}
public void DirectorySearchInvalidPath()
{
string sourceFile = Path.Combine(DirectorySearchTests.TestDataDirectory, @"DirectorySearchInvalidPath\Product.wxs");
Candle candle = new Candle();
candle.SourceFiles.Add(sourceFile);
candle.Extensions.Add("WixUtilExtension");
candle.ExpectedWixMessages.Add(new WixMessage(346, "The util:DirectorySearch/@Path attribute's value, '%windir%\\System|*32', is not a valid relative long name because it contains illegal characters. Legal relative long names contain no more than 260 characters and must contain at least one non-period character. Any character except for the follow may be used: ? | > < : / * \".", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 346;
candle.Run();
}
static void Main(string[] args)
{
var zoneDetector = new ZoneDetector();
var detector = new KangarooTailDetector(zoneDetector);
detector.Start();
var firstCandle = new Candle();
detector.AddNewCandle(firstCandle);
var secondCandle = new Candle();
detector.AddNewCandle(secondCandle);
}
public void AddNewCandle(Candle candle)
{
if (_previousCandle == null)
{
_previousCandle = candle;
_currentCandle = candle;
return;
}
_previousCandle = _currentCandle;
_currentCandle = candle;
AnalyzeKangarooTailFormation();
}
public void AddNewCandle(Candle candle)
{
if (_previousCandle == null)
{
_previousCandle = candle;
_currentCandle = candle;
return;
}
_previousCandle = _currentCandle;
_currentCandle = candle;
AnalyzeBigShadowFormation();
}
public void ExampleTest2()
{
// Compile a wxs file
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(this.TestContext.DataDirectory, @"Examples\ExampleTest2\product.wxs"));
candle.Run();
// Create a Light object that uses some properties of the Candle object
Light light = new Light(candle);
// Define the Light warning that we expect to see
WixMessage LGHT1079 = new WixMessage(1079, WixMessage.MessageTypeEnum.Warning);
light.ExpectedWixMessages.Add(LGHT1079);
// Link
light.Run();
// Query the resulting MSI for verification
string query = "SELECT `Value` FROM `Property` WHERE `Property` = 'Manufacturer'";
Verifier.VerifyQuery(light.OutputFile, query, "Microsoft Corporation");
}
public void Activate(float speed, Vector3 distance, Vector3 aftaDistance, float afterWait, Candle resetCandle) {
if (transform.position == distance + originalPosition)
resetCandle.ResetActivation(true);
else {
if (this.resetCandle != null)
this.resetCandle.ResetActivation(aftaDistances[aftaDistances.Count - 1] == Vector3.zero);
this.resetCandle = resetCandle;
this.speed = speed;
this.afterWait = afterWait;
this.distance = distance;
finalPos = distance + transform.position;
if (aftaDistance != Vector3.zero)
moveBacks.Add(aftaDistance + finalPos);
aftaDistances.Add(aftaDistance);
originalPosition = transform.position;
sign = distance.normalized;
Debug.Log(aftaSign = aftaDistance.normalized);
}
}
public void ComponentSearchPredefinedVariable()
{
string expectedErrorMessage = @"The util:ComponentSearch/@Variable attribute's value, 'ProgramFilesFolder', is one of the illegal options: 'AdminToolsFolder', 'AppDataFolder', 'CommonAppDataFolder', 'CommonFilesFolder', 'CompatibilityMode', 'DesktopFolder', 'FavoritesFolder', 'FontsFolder', 'LocalAppDataFolder', 'MyPicturesFolder', 'NTProductType', 'NTSuiteBackOffice', 'NTSuiteDataCenter', 'NTSuiteEnterprise', 'NTSuitePersonal', 'NTSuiteSmallBusiness', 'NTSuiteSmallBusinessRestricted', 'NTSuiteWebServer', 'PersonalFolder', 'Privileged', 'ProgramFilesFolder', 'ProgramMenuFolder', 'SendToFolder', 'StartMenuFolder', 'StartupFolder', 'SystemFolder', 'TempFolder', 'TemplateFolder', 'VersionMsi', 'VersionNT', 'VersionNT64', 'WindowsFolder', or 'WindowsVolume'.";
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(ComponentSearchTests.TestDataDirectory, @"ComponentSearchPredefinedVariable\Product.wxs"));
candle.OutputFile = "Setup.exe";
candle.Extensions.Add("WixUtilExtension");
candle.ExpectedWixMessages.Add(new WixMessage(348, expectedErrorMessage, Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 348;
candle.Run();
}
Vector2 GetTargetPosition(Candle Target)
{
Vector2 MissVector = Random.insideUnitCircle;
return ((Vector2)Target.transform.position) + (MissVector * Inaccuracy);
}
/// <summary>
/// take candles on instruments
/// взять свечи по инструменту
/// </summary>
public List <Candle> GetCandleHistory(string securityName, TimeSpan seriesTimeFrameSpan, int count, DateTime start, DateTime end)
{
try
{
lock (_candlesLocker)
{
List <Candle> newCandles = null;
int tf = Convert.ToInt32(seriesTimeFrameSpan.TotalMinutes);
if (tf == 1 || tf == 2 || tf == 3)
{
// building candles from 1 minute / строим свечи из минуток
var rawCandles = GetBitfinexCandles("1m", securityName, count, start, end);
newCandles = TransformCandles(1, tf, rawCandles);
}
else if (tf == 5 || tf == 10 || tf == 20)
{
// building candles from 5 minutes / строим свечи из 5минуток
var rawCandles = GetBitfinexCandles("5m", securityName, count, start, end);
newCandles = TransformCandles(5, tf, rawCandles);
}
else if (tf == 15 || tf == 30 || tf == 45)
{
// building candles from 15 minutes / строим свечи из 15минуток
var rawCandles = GetBitfinexCandles("15m", securityName, count, start, end);
newCandles = TransformCandles(15, tf, rawCandles);
}
else if (tf == 60 || tf == 120 || tf == 240)
{
// building candles from 1 hour / строим свечи из часовиков
var rawCandles = GetBitfinexCandles("1h", securityName, count, start, end);
newCandles = TransformCandles(60, tf, rawCandles);
}
else if (tf == 1440)
{
// building candles from 1 day / строим свечи из дневок
var rawCandles = GetBitfinexCandles("1D", securityName, count, start, end);
List <Candle> daily = new List <Candle>();
for (int i = rawCandles.Count - 1; i > 0; i--)
{
Candle candle = new Candle();
candle.TimeStart = new DateTime(1970, 1, 1) + TimeSpan.FromMilliseconds(rawCandles[i][0]);
candle.Open = Convert.ToDecimal(rawCandles[i][1]);
candle.Close = Convert.ToDecimal(rawCandles[i][2]);
candle.High = Convert.ToDecimal(rawCandles[i][3]);
candle.Low = Convert.ToDecimal(rawCandles[i][4]);
candle.Volume = Convert.ToDecimal(rawCandles[i][5]);
daily.Add(candle);
}
newCandles = daily;
}
return(newCandles);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
public void PackageInvalidName()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(PackageTests.TestDataDirectory, @"PackageInvalidName\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(346, "The MsiPackage/@Name attribute's value, 'MsiPackage|*?.msi', is not a valid relative long name because it contains illegal characters. Legal relative long names contain no more than 260 characters and must contain at least one non-period character. Any character except for the follow may be used: ? | > < : / * \".", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(346, "The MspPackage/@Name attribute's value, 'MspPackage|*?.msp', is not a valid relative long name because it contains illegal characters. Legal relative long names contain no more than 260 characters and must contain at least one non-period character. Any character except for the follow may be used: ? | > < : / * \".", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(346, "The MsuPackage/@Name attribute's value, 'MsuPackage|*?.msu', is not a valid relative long name because it contains illegal characters. Legal relative long names contain no more than 260 characters and must contain at least one non-period character. Any character except for the follow may be used: ? | > < : / * \".", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(346, "The ExePackage/@Name attribute's value, 'ExePackage|*?.exe', is not a valid relative long name because it contains illegal characters. Legal relative long names contain no more than 260 characters and must contain at least one non-period character. Any character except for the follow may be used: ? | > < : / * \".", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 346;
candle.Run();
}
public IEnumerable<ICandleBuilderSourceValue> GetValues(Candle candle)
{
if (candle == null)
throw new ArgumentNullException("candle");
var trades = _candleValues.TryGetValue(candle);
return trades != null ? trades.SyncGet(c => c.ToArray()) : Enumerable.Empty<ICandleBuilderSourceValue>();
}
public void LayoutFileInvalidName()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(LayoutTests.TestDataDirectory, @"LayoutFileInvalidName\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(27, "The LayoutFile/@Name attribute's value, 'File?*|Name.txt', is not a valid long name because it contains illegal characters. Legal long names contain no more than 260 characters and must contain at least one non-period character. Any character except for the follow may be used: \\ ? | > < : / * \".", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 27;
candle.Run();
}
void HighlightCandle(Candle next_candle)
{
if(CurrentMarker == null)
{
CurrentMarker = Instantiate(NextCandlePrefab);
}
CurrentMarker.transform.parent = next_candle.transform;
CurrentMarker.transform.localPosition = Vector3.zero;
CurrentMarker.GetComponent<Animator> ().SetTrigger ("zoom_in");
}
private Candle GetCandle(NamedPipeClientStream pipe)
{
Candle candle = new Candle();
byte[] buffer;
// Получение DateTime
//
bool checkDateTime = ReadPipeData(pipe, 8, out buffer);
if (checkDateTime)
{
long fileTime = BitConverter.ToInt64(buffer, 0);
candle.Date = DateTime.FromFileTimeUtc(fileTime);
}
else
{
throw new Exception("Ошибка: не удалось получить Date.");
}
// Получение Open
//
bool checkOpen = ReadPipeData(pipe, 8, out buffer);
if (checkOpen)
{
candle.Open = BitConverter.ToDouble(buffer, 0);
}
else
{
throw new Exception("Ошибка: не удалось получить Open.");
}
// Получение High
//
bool checkHigh = ReadPipeData(pipe, 8, out buffer);
if (checkHigh)
{
candle.High = BitConverter.ToDouble(buffer, 0);
}
else
{
throw new Exception("Ошибка: не удалось получить High.");
}
// Получение Low
//
bool checkLow = ReadPipeData(pipe, 8, out buffer);
if (checkLow)
{
candle.Low = BitConverter.ToDouble(buffer, 0);
}
else
{
throw new Exception("Ошибка: не удалось получить Low.");
}
// Получение Close
//
bool checkClose = ReadPipeData(pipe, 8, out buffer);
if (checkClose)
{
candle.Close = BitConverter.ToDouble(buffer, 0);
}
else
{
throw new Exception("Ошибка: не удалось получить Close.");
}
// Получение Volume
//
bool checkVolume = ReadPipeData(pipe, 8, out buffer);
if (checkVolume)
{
candle.Volume = BitConverter.ToDouble(buffer, 0);
}
else
{
throw new Exception("Ошибка: не удалось получить Volume.");
}
return(candle);
}
/// <summary>
/// Формирование последней свечи по MarketHistory
/// </summary>
/// <returns></returns>
private async Task <List <BaseTypes.Candle> > CandleByMarketHistory(BaseTypes.Market Market, Candle_Interval Interval, InvokePrint Print)
{
try
{
List <Trade> mhist = await GetMarketHistory(Market, Print);
Candle lastCandle = await GetLastCandle(Market, Interval, Print);
List <BaseTypes.Candle> resCandles = new List <BaseTypes.Candle>();
DateTime NTime = StrategyTool.AddPeriod(lastCandle.Time, Interval);
if (mhist[0].Timestamp > NTime && ConvertTime(mhist[0].Timestamp) != ConvertTime(NTime))
{
resCandles.Add(new BaseTypes.Candle
{
Open = mhist[0].Price,
Low = mhist[0].Price,
Hight = mhist[0].Price,
Close = mhist[0].Price,
Time = NTime
});
}
else
{
return(null);
}
List <DateTime> times = new List <DateTime>();
times.Add(NTime);
while (times.Last() < mhist[0].Timestamp)
{
times.Add(StrategyTool.AddPeriod(times.Last(), Interval));
}
times.RemoveAt(times.Count - 1);
int Cpos = times.Count - 1;
decimal Hval = mhist[0].Price;
decimal Lval = mhist[0].Price;
for (int i = 1; i < mhist.Count - 1; i++)
{
if (mhist[i].Timestamp < times[Cpos]) //оформление свечи
{
resCandles.Last().Hight = Hval;
resCandles.Last().Low = Lval;
resCandles.Last().Open = mhist[i - 1].Price;
Hval = mhist[i].Price;
Lval = mhist[i].Price;
Cpos = Cpos - 1;
if (Cpos < 0)
{
break;
}
resCandles.Add(new BaseTypes.Candle
{
Open = mhist[i].Price,
Low = mhist[i].Price,
Hight = mhist[i].Price,
Close = mhist[i].Price,
Time = times[Cpos]
});
}
else //обновление max/min текущей свечи
{
if (Hval < mhist[i].Price)
{
Hval = mhist[i].Price;
}
if (Lval > mhist[i].Price)
{
Lval = mhist[i].Price;
}
}
}
if (Cpos >= 0)
{
resCandles.Last().Hight = Hval;
resCandles.Last().Low = Lval;
resCandles.Last().Open = mhist[mhist.Count - 1].Price;
}
resCandles.Reverse();
if (resCandles.Count > 0)
{
var tmp = await bittrex.GetTicker(Market.MarketName);
decimal lastValue = tmp.Last.Value;
if (lastValue > resCandles.Last().Hight)
{
resCandles.Last().Hight = lastValue;
}
else
if (lastValue < resCandles.Last().Low)
{
resCandles.Last().Low = lastValue;
}
else
{
resCandles.Last().Close = lastValue;
}
}
return(resCandles);
}
catch (Exception ex)
{
System.Media.SystemSounds.Beep.Play();
Print("Ошибка BittrexApi CandleByMarketHistory: " + ex.Message);
return(null);
}
}
/// <summary>
/// Начать выгрузку данных по инструменту.
/// </summary>
/// <param name="namePaper">имя бумаги которую будем запускать</param>
/// <param name="timeFrameBuilder">объект несущий </param>
/// <returns>В случае удачи возвращает CandleSeries
/// в случае неудачи null</returns>
public CandleSeries StartThisSecurity(string namePaper, TimeFrameBuilder timeFrameBuilder)
{
try
{
if (_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
lock (_lockerStarter)
{
if (namePaper == "")
{
return(null);
}
// надо запустить сервер если он ещё отключен
if (ServerStatus != ServerConnectStatus.Connect)
{
//MessageBox.Show("Сервер не запущен. Скачивание данных прервано. Инструмент: " + namePaper);
return(null);
}
if (_securities == null || _portfolios == null)
{
Thread.Sleep(5000);
return(null);
}
if (_lastStartServerTime != DateTime.MinValue &&
_lastStartServerTime.AddSeconds(15) > DateTime.Now)
{
return(null);
}
Security security = null;
for (int i = 0; _securities != null && i < _securities.Count; i++)
{
if (_securities[i].Name == namePaper)
{
security = _securities[i];
break;
}
}
if (security == null)
{
return(null);
}
if (_connectedContracts == null)
{
_connectedContracts = new List <string>();
}
if (_connectedContracts.Find(s => s == security.Name) == null)
{
_connectedContracts.Add(security.Name);
}
_tickStorage.SetSecurityToSave(security);
// 2 создаём серию свечек
CandleSeries series = new CandleSeries(timeFrameBuilder, security);
if (NeadToGetCandles(timeFrameBuilder.TimeFrame))
{ // подгружаем в серию свечки, если коннектор это позволяет
short count = 500;
string price = "MBA";
string instrument = security.Name;
string granularity = GetTimeFrameInOandaFormat(timeFrameBuilder.TimeFrame).ToString();
var parameters = new Dictionary <string, string>();
parameters.Add("price", price);
parameters.Add("granularity", granularity);
parameters.Add("count", count.ToString());
Task <List <CandlestickPlus> > result = Rest20.GetCandlesAsync(instrument, parameters);
while (!result.IsCanceled &&
!result.IsCompleted &&
!result.IsFaulted)
{
Thread.Sleep(10);
}
List <CandlestickPlus> candleOanda = result.Result;
List <Candle> candlesOsEngine = new List <Candle>();
for (int i = 0; i < candleOanda.Count; i++)
{
Candle newCandle = new Candle();
newCandle.Open = Convert.ToDecimal(candleOanda[i].bid.o);
newCandle.High = Convert.ToDecimal(candleOanda[i].bid.h);
newCandle.Low = Convert.ToDecimal(candleOanda[i].bid.l);
newCandle.Close = Convert.ToDecimal(candleOanda[i].bid.c);
newCandle.TimeStart = DateTime.Parse(candleOanda[i].time);
newCandle.State = CandleStates.Finished;
newCandle.Volume = candleOanda[i].volume;
candlesOsEngine.Add(newCandle);
}
series.CandlesAll = candlesOsEngine;
}
_candleManager.StartSeries(series);
SendLogMessage("Инструмент " + series.Security.Name + "ТаймФрейм " + series.TimeFrame +
" успешно подключен на получение данных и прослушивание свечек",
LogMessageType.System);
return(series);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
return(null);
}
}
public override float Calc(Candle candle)
{
float r = GetFirstRSI(candle);
return(r);
}
public override bool Paint()
{
if (_series.OHLCType == SeriesTypeOHLC.Volume)
{
return(false);
}
//Find Series
Series open = _series._chartPanel.GetSeriesOHLCV(_series, SeriesTypeOHLC.Open);
if (open == null || open.RecordCount == 0 || open.Painted)
{
return(false);
}
Series high = _series._chartPanel.GetSeriesOHLCV(_series, SeriesTypeOHLC.High);
if (high == null || high.RecordCount == 0 || high.Painted)
{
return(false);
}
Series low = _series._chartPanel.GetSeriesOHLCV(_series, SeriesTypeOHLC.Low);
if (low == null || low.RecordCount == 0 || low.Painted)
{
return(false);
}
Series close = _series._chartPanel.GetSeriesOHLCV(_series, SeriesTypeOHLC.Close);
if (close == null || close.RecordCount == 0 || close.Painted)
{
return(false);
}
_series = close;
open.Painted = high.Painted = low.Painted = close.Painted = true;
CalculateCandleSpacing();
if (ChartX._barSpacing < 0)
{
return(false);
}
_upColor = _series._upColor.HasValue ? _series._upColor.Value : ChartX.UpColor;
_downColor = _series._downColor.HasValue ? _series._downColor.Value : ChartX.DownColor;
if (_oldOptimizePainting.HasValue && _oldOptimizePainting.Value != ChartX.OptimizePainting)
{
if (!ChartX.OptimizePainting)
{
Canvas c = _series._chartPanel._rootCanvas;
c.Children.Remove(_pathCandlesDown);
c.Children.Remove(_pathCandlesUp);
c.Children.Remove(_pathWicksUp);
c.Children.Remove(_pathWicksDown);
_pathCandlesDown = null;
_pathCandlesUp = null;
_pathWicksUp = null;
_pathWicksDown = null;
}
else
{
_candles.RemoveAll();
}
}
_oldOptimizePainting = ChartX.OptimizePainting;
if (ChartX.OptimizePainting)
{
return(PaintOptimized(new[] { open, high, low, close }, _series));
}
if (!_subscribedToCustomBrush)
{
_subscribedToCustomBrush = true;
ChartX.OnCandleCustomBrush += ChartX_OnCandleCustomBrush;
}
//bool setBrushes = false;
if (!_old3DStyle.HasValue || _old3DStyle.Value != ChartX.ThreeDStyle ||
!_oldUpColor.HasValue || _oldUpColor.Value != _upColor ||
!_oldDownColor.HasValue || _oldDownColor.Value != _downColor ||
(ChartX._candleDownOutlineColor.HasValue && ChartX._candleDownOutlineColor.Value != _oldCandleDownOutline) ||
ChartX._candleUpOutlineColor.HasValue && ChartX._candleUpOutlineColor.Value != _oldCandleUpOutline)
{
//setBrushes = true;
_old3DStyle = ChartX.ThreeDStyle;
_oldUpColor = _upColor;
_oldDownColor = _downColor;
_upBrush = !ChartX.ThreeDStyle
? (Brush) new SolidColorBrush(_upColor)
: new LinearGradientBrush
{
StartPoint = new Point(0, 0.5),
EndPoint = new Point(1, 0.5),
GradientStops =
{
new GradientStop
{
Color = _upColor,
Offset = 0
},
new GradientStop
{
Color = Constants.FadeColor,
Offset = 1.25
}
}
};
#if WPF
_upBrush.Freeze();
#endif
_downBrush = !ChartX.ThreeDStyle
? (Brush) new SolidColorBrush(_downColor)
: new LinearGradientBrush
{
StartPoint = new Point(0, 0.5),
EndPoint = new Point(1, 0.5),
GradientStops =
{
new GradientStop
{
Color = _downColor,
Offset = 0
},
new GradientStop
{
Color = Constants.FadeColor,
Offset = 1.25
}
}
};
#if WPF
_downBrush.Freeze();
#endif
if (ChartX._candleDownOutlineColor.HasValue)
{
_oldCandleDownOutline = ChartX._candleDownOutlineColor.Value;
_candleDownOutlineBrush = new SolidColorBrush(ChartX._candleDownOutlineColor.Value);
#if WPF
_candleDownOutlineBrush.Freeze();
#endif
}
if (ChartX._candleUpOutlineColor.HasValue)
{
_oldCandleUpOutline = ChartX._candleUpOutlineColor.Value;
_candleUpOutlineBrush = new SolidColorBrush(ChartX._candleUpOutlineColor.Value);
#if WPF
_candleUpOutlineBrush.Freeze();
#endif
}
}
int n;
_candles.C = _series._chartPanel._rootCanvas;
_candles.Start();
for (n = ChartX._startIndex; n < ChartX._endIndex; n++)
{
if (!open[n].Value.HasValue || !high[n].Value.HasValue || !low[n].Value.HasValue || !close[n].Value.HasValue)
{
continue;
}
Candle candle = _candles.GetPaintObject(_upBrush, _downBrush);
candle.Init(_series);
//if (setBrushes) //because if we have a small number of bars, then enlarge the new brushes won't be propagated to new candles.
candle.SetBrushes(_upBrush, _downBrush, _candleUpOutlineBrush, _candleDownOutlineBrush);
candle.SetValues(open[n].Value.Value, high[n].Value.Value, low[n].Value.Value, close[n].Value.Value, ChartX._barSpacing,
_halfwick, n - ChartX._startIndex);
}
_candles.Stop();
_candles.Do(c => c.ZIndex = ZIndexConstants.PriceStyles1);
return(true);
}
public RenkoChart(ChartView BaseChart)
{
AuxChartView = new ChartView();
candle = new Candle();
renko = new Renko();
this.BaseChart = BaseChart;
candle.FillSampleValues(12);
BaseChart.Chart.Title.Text = "Renko";
BaseChart.Chart.Axes.Left.AxisPen.Visible = true;
BaseChart.Chart.Axes.Left.Visible = true;
BaseChart.Chart.Axes.Bottom.Visible = true;
BaseChart.Chart.Series.Add(renko);
BaseChart.Chart.Series.Add(candle);
//renko.Clear();
for (int i = 0; i < candle.Count; i++)
{
renko.Add(candle.CloseValues[i]);
}
// box size set to 2
//renko.BoxSize = 5;
//renko.Pointer.Style = PointerStyles.Rectangle;
//renko.Title = "Renko (Close values)";
candle.Title = "Trading Data";
candle.HorizAxis = HorizontalAxis.Bottom;
candle.VertAxis = VerticalAxis.Left;
BaseChart.Chart.Axes.Left.Title.Visible = false;
BaseChart.Chart.Axes.Bottom.Title.Visible = false;
BaseChart.Chart.Axes.Bottom.Labels.Visible = true;
BaseChart.Chart.Axes.Left.Labels.Visible = true;
BaseChart.Chart.Axes.Left.AxisPen.Visible = true;
BaseChart.Chart.Axes.Bottom.Visible = true;
BaseChart.Chart.Axes.Bottom.Ticks.Visible = false;
BaseChart.Chart.Axes.Left.Increment = 10;
BaseChart.Chart.Panel.Left = 0;
BaseChart.Chart.Axes.Bottom.RelativePosition = 53;
BaseChart.Chart.Axes.Left.EndPosition = 47;
customLeftRenko = CreateAxis();
customBottomRenko = CreateAxis();
//Themes.UpdateAxes(customLeftRenko, customBottomRenko);
//BaseChart.Chart.Axes.Custom.Add(customLeftRenko);
//BaseChart.Chart.Axes.Custom.Add(customBottomRenko);
customLeftRenko.Horizontal = false;
customLeftRenko.StartPosition = 53;
customLeftRenko.EndPosition = 100;
customLeftRenko.Grid = BaseChart.Chart.Axes.Left.Grid;
customLeftRenko.AxisPen.Visible = true;
customLeftRenko.Increment = 10;
customLeftRenko.AxisPen.Color = customLeftRenko.AxisPen.GetColor().AddLuminosity(-0.2);
customLeftRenko.Ticks.Transparency = 100;
customBottomRenko.Horizontal = true;
customBottomRenko.StartPosition = 0;
customBottomRenko.EndPosition = 100;
customBottomRenko.RelativePosition = 0;
customBottomRenko.AxisPen.Visible = true;
customBottomRenko.Ticks.Visible = false;
customBottomRenko.AxisPen.Color = customBottomRenko.AxisPen.GetColor().AddLuminosity(-0.2);
//renko.HorizAxis = HorizontalAxis.Bottom;
//renko.VertAxis = VerticalAxis.Custom;
//renko.CustomHorizAxis = customBottomRenko;
//renko.CustomVertAxis = customLeftRenko;
BaseChart.Chart.Axes.Bottom.Automatic = true;
BaseChart.Chart.Axes.Bottom.AutomaticMaximum = true;
BaseChart.Chart.Axes.Bottom.AutomaticMinimum = true;
BaseChart.Chart.Axes.Left.SetMinMax(BaseChart.Chart.Axes.Left.MinYValue, BaseChart.Chart.Axes.Left.MaxYValue);
customLeftRenko.SetMinMax(BaseChart.Chart.Axes.Left.MinYValue, BaseChart.Chart.Axes.Left.MaxYValue);
customBottomRenko.Automatic = true;
customBottomRenko.AutomaticMaximum = true;
customBottomRenko.AutomaticMinimum = true;
}
public void UpdateCandle(int id, Candle newCandleData)
{
_candleRepository.UpdateCandle(id, newCandleData);
}
public void ComponentSearchInvalidGuid()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(ComponentSearchTests.TestDataDirectory, @"ComponentSearchInvalidGuid\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(9, "The util:ComponentSearch/@Guid attribute's value, 'Not_A_Product_Guid', is not a legal guid value.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 9;
candle.Extensions.Add("WixUtilExtension");
candle.Run();
}
void Candle_OnCandleLit(Candle sender)
{
if(correct_sequence[0] == sender)
{
sender.CorrectCandle();
correct_sequence.RemoveAt(0);
Summoner.sngl.CorrectCandle();
if(correct_sequence.Count > 0)
{
HighlightCandle(correct_sequence[0]);
}
}
else
{
int i = correct_sequence.FindIndex(c => c == sender);
// Remove the candle from the sequence, at this point...
if (i < 0)
return;
correct_sequence.RemoveAt(i);
Summoner.sngl.WrongCandleLit();
sender.IncorrectCandle();
}
if (correct_sequence.Count == 0)
{
// Also hide highligher
if (CurrentMarker != null)
CurrentMarker.SetActive(false);
Summoner.sngl.Summon();
}
}
public List <Candle> GetStaticData(BarDataScale dataScale, string symbol, string suffix, out string securityName)
{
string pipeName = GetPipeName(dataScale, symbol, suffix, false);
List <Candle> candles = new List <Candle>();
using (NamedPipeClientStream quikPipe = new NamedPipeClientStream(".", pipeName, PipeDirection.InOut, PipeOptions.None))
{
try
{
quikPipe.Connect(1000);
}
catch (TimeoutException)
{
throw new Exception("Не удалось подключиться к каналу передачи данных.");
}
catch (IOException)
{
throw new Exception("Канал передачи данных занят.");
}
// Проверка версии протокола
CheckProtocolVersion(quikPipe);
// Получение полного имени инструмента
securityName = GetSymbolName(quikPipe);
// Получение таймфрейма для инструмента
BarDataScale pipeScale = GetDataScale(quikPipe);
if (!pipeScale.Equals(dataScale))
{
throw new Exception("Таймфрем запроса не совпадает с таймфреймом полученных котировок.");
}
bool update = true;
while (update)
{
byte[] buffer;
// Получение указателя
//
short pointer = 0;
bool checkPointer = ReadPipeData(quikPipe, 2, out buffer);
if (checkPointer)
{
pointer = BitConverter.ToInt16(buffer, 0);
}
else
{
throw new Exception("Не удалось получить указатель");
}
switch (pointer)
{
// Неизвестный указатель:
// не удалось установить назначение
// в комментах была следующая строка "Stop Session for %s"
//
case unknownPointer:
_logger.Debug(string.Format("[{0}.{1}] Неизвестный указатель в последовательности данных.", symbol, suffix));
break;
// Получение количества свечей
//
case candlesCountPointer:
bool checkCandlesCount = ReadPipeData(quikPipe, 4, out buffer);
int candlesCount = 0;
if (checkCandlesCount)
{
candlesCount = BitConverter.ToInt32(buffer, 0);
}
else
{
throw new Exception("Не удалось получить количество свечей.");
}
break;
// Получение данных свечи
//
case candlesDataPointer:
try
{
Candle candle = GetCandle(quikPipe);
if (pipeScale.IsIntraday)
{
candle.Date = candle.Date.AddMinutes(pipeScale.BarInterval);
}
candles.Add(candle);
}
catch (Exception ex)
{
_logger.Debug(string.Format("[{0}.{1}] {2}", symbol, suffix, ex));
update = false;
}
break;
// Получение количества оставшихся свечей
//
case candlesLeftPointer:
bool chekCandlesLeft = ReadPipeData(quikPipe, 4, out buffer);
int candlesLeft = 0;
if (chekCandlesLeft)
{
candlesLeft = BitConverter.ToInt32(buffer, 0);
}
if (candlesLeft == 0)
{
update = false;
}
break;
// Неверная последовательность
//
default:
throw new Exception(string.Format("Неверная последовательность данных. Последняя метка: {0}", pointer));
}
}
}
return(candles);
}
/// <summary>
/// Открытие по паттерну
/// </summary>
/// <param name="indicators">Индикаторы</param>
/// <param name="candles">Свечи</param>
/// <param name="patterns">Список паттернов</param>
private void OpenByPattrn(List <IIndicator> indicators, List <Candle> candles, List <string> patterns)
{
if (!ValidateParams())
{
return;
}
if (!CanOpenPosition())
{
return;
}
if (candles.Count < 2)
{
return;
}
bool CanFindPattern = false;
for (int i = 1; i <= 1; i++)
{
Candle candle = candles[candles.Count - i];
List <PriceLevleLine.levlel> lvl = PriceLevleLine.LevleData.FindAll(x => x.Value <= candle.High && x.Value >= candle.Low);
if (lvl != null && lvl.Count > 0)
{
List <PriceLevleLine.levlel> filter = GetFilterlvl();
foreach (PriceLevleLine.levlel l in lvl)
{
if (filter != null && filter.Find(f => f.Value == l.Value) != null)
{
continue;
}
CanFindPattern = true;
}
}
}
if (TradeSide == Side.Buy && candles[candles.Count - 2].Close < LastSessionEndPrice)
{
CanFindPattern = false;
}
if (TradeSide == Side.Sell && candles[candles.Count - 2].Close > LastSessionEndPrice)
{
CanFindPattern = false;
}
if (!CanFindPattern)
{
return;
}
// открытие позиций по патерну
List <Pattern> signal = Pattern.GetValidatePatterns(candles, indicators, patterns);
if (signal.Count > 0 && signal[0].isPattern)
{
if (signal.Count != 0 && signal[0].isPattern)
{
if (signal[0].Side == TradeSide)
{
_tab.SetNewLogMessage("Открытие по патерну " + signal[0].GetType().Name, LogMessageType.Signal);
OpenPosition(signal[0].Side, candles[candles.Count - 1].Close, signal[0].GetType().Name);
}
}
}
}
public void Stream(string symbol, CancellationToken token)
{
BarDataScale dataScale = new BarDataScale(BarScale.Minute, 1);
string pipeName = GetPipeName(dataScale, symbol, string.Empty, false);
using (NamedPipeClientStream quikPipe = new NamedPipeClientStream(".", pipeName, PipeDirection.InOut, PipeOptions.None))
{
try
{
quikPipe.Connect(1000);
// Проверка версии протокола
CheckProtocolVersion(quikPipe);
// Получение полного имени инструмента
string securityName = GetSymbolName(quikPipe);
// Получение таймфрейма для инструмента
BarDataScale pipeScale = GetDataScale(quikPipe);
bool sendQuote = false;
int candlesCount = -1;
while (true)
{
token.ThrowIfCancellationRequested();
byte[] buffer;
// Получение указателя
//
short pointer = 0;
bool checkPointer = ReadPipeData(quikPipe, 2, out buffer);
if (checkPointer)
{
pointer = BitConverter.ToInt16(buffer, 0);
}
else
{
throw new Exception("Не удалось получить указатель");
}
switch (pointer)
{
// Неизвестный указатель:
// не удалось установить назначение
// в комментах была следующая строка "Stop Session for %s"
//
case unknownPointer:
_logger.Debug(string.Format("[{0}] Неизвестный указатель в последовательности данных", symbol));
break;
// Получение количества свечей
//
case candlesCountPointer:
bool checkCandlesCount = ReadPipeData(quikPipe, 4, out buffer);
if (!checkCandlesCount)
{
throw new Exception("Не удалось получить количество свечей");
}
if (!sendQuote)
{
candlesCount = BitConverter.ToInt32(buffer, 0);
}
break;
// Получение данных свечи
//
case candlesDataPointer:
try
{
DateTime timeStamp = DateTime.Now;
Candle candle = GetCandle(quikPipe);
if (sendQuote && NewQuote != null)
{
Quote quote = new Quote()
{
Symbol = symbol,
TimeStamp = timeStamp.Minute > candle.Date.Minute ? candle.Date.AddSeconds(59) : timeStamp,
Price = candle.Close,
Size = candle.Volume,
};
NewQuote(quote, candle);
}
candlesCount--;
if (!sendQuote && candlesCount == 0)
{
sendQuote = true;
}
}
catch (Exception ex)
{
_logger.Debug(string.Format("[{0}] {1}", symbol, ex));
}
break;
// Получение количества оставшихся свечей
//
case candlesLeftPointer:
ReadPipeData(quikPipe, 4, out buffer);
break;
// Неверная последовательность
//
default:
break;
}
}
}
catch (OperationCanceledException)
{
}
catch (Exception ex)
{
_logger.Error("[STREAM] " + ex);
}
}
}
public CandleBuilder(Candle lastData, CandleType type)
{
this.LastData = lastData;
this.type = type;
}
/// <summary> /// To get the part value. /// </summary> /// <param name="current">The current candle.</param> /// <param name="prev">The previous candle.</param> /// <returns>Value.</returns> protected abstract decimal GetValue(Candle current, Candle prev);
/// <summary>
/// To get all data by the candle.
/// </summary>
/// <param name="series">Candles series.</param>
/// <param name="candle">The candle for which you need to find data.</param>
/// <returns>Found data.</returns>
public IEnumerable<ICandleBuilderSourceValue> GetValues(CandleSeries series, Candle candle)
{
return GetInfo(series).GetValues(candle);
}
private void Update()
{
Ray ray = new Ray(transform.position, transform.forward);
RaycastHit raycastHit;
if (Physics.Raycast(ray, out raycastHit, interactDistance, layerMask))
{
// если рука не отображается
if (!handImage.gameObject.activeSelf)
{
// показать картинку
handImage.gameObject.SetActive(true);
}
Debug.Log("Ray hit object: " + raycastHit.transform.name);
// если нажата клавиша Е
if (Input.GetKeyDown(KeyCode.E))
{
// если смотрю на батарейки
if (raycastHit.transform.tag == "Battery")
{
// пополнить заряд фонарика
flashLight.AddEnergy();
// уничтожить батарейки
Destroy(raycastHit.transform.gameObject);
}
if (raycastHit.transform.tag == "Paper")
{
//Включаем панель
paperPanel.SetActive(true);
//Отключаем игрока
playerController.enabled = false;
}
//если смотрю на ключ
if (raycastHit.transform.tag == "Key")
{
//вызов метода подбора в ключе
Key key = raycastHit.transform.GetComponent <Key>();
if (key != null)
{
key.PickUp();
}
}
if (raycastHit.transform.tag == "Candle")
{
// получить объект свечу
Candle candle = raycastHit.transform.GetComponent <Candle>();
if (candle != null)
{
// зажечь/потушить свечу
candle.ChangeLight();
}
}
if (raycastHit.transform.tag == "Door")
{
if (hasKey == false)
{
//проиграть звук закрытой двери
// AudioSource
Door door = raycastHit.transform.GetComponent <Door>();
if (door != null)
{
door.ChangeDoorState();
}
}
}
if (raycastHit.transform.tag == "FirstAid")
{
gameObject.GetComponentInParent <HealthHero>().Heal();
Destroy(raycastHit.transform.gameObject);
}
if (raycastHit.transform.tag == "WoodCodeBox")
{
gameObject.GetComponentsInParent <RigidbodyFirstPersonController>()[0].enabled = false;
woodBoxPanel.SetActive(true);
woodBox = raycastHit.transform.gameObject;
}
}
else if (Input.GetKeyDown(KeyCode.Escape))
{
if (raycastHit.transform.tag == "Paper" && isReading)
{
gameObject.GetComponentsInParent <RigidbodyFirstPersonController>()[0].enabled = true;
isReading = false;
paperPanel.SetActive(false);
}
else if (raycastHit.transform.tag == "WoodCodeBox")
{
woodBoxPanel.SetActive(false);
gameObject.GetComponentsInParent <RigidbodyFirstPersonController>()[0].enabled = true;
}
}
}
else
{
//выключаем картинку
handImage.gameObject.SetActive(false);
}
}
public void PackageSourceFileMissing()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(PackageTests.TestDataDirectory, @"PackageSourceFileMissing\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The MsiPackage/@SourceFile attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The MspPackage/@SourceFile attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The MsuPackage/@SourceFile attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The ExePackage/@SourceFile attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 10;
candle.Run();
}
//Логика торговой стратегии
private void ProcessCandle(Candle candle)
{
try
{
//Добавляем новую свечку для расчетов в индикаторы
//Добавляем до проверки актуальности данных, так как возможна предзагрузка исторических данных
var top = _top.Add(candle.ClosePrice);
var bottom = _bottom.Add(candle.ClosePrice);
//Проверка актуальности данных
if (!GetRealTimeData())
{
return;
}
//Если индикаторы не сформированы, то ничего не делаем
if (!_top.IsFormed || !_bottom.IsFormed)
{
return;
}
//Текущая позиция по выбранному коннектору и инструменту
var position = GetTradeInfo().Position;
if (candle.ClosePrice <= bottom && position <= 0)
{
var limitOrder = new Order
{
Type = OrderType.Limit,
Direction = Direction.Buy,
Volume = position < 0 ? -position : _volume, //Закрываем полностью позицию или открываем новую
Price = candle.ClosePrice
};
_customValuesBuy.Add(candle.CloseTime, (double)(limitOrder.Price + GetSecurity().Tick * 25), $"BUY ORDER\nTime: {candle.CloseTime.ToString("dd.MM.yyyy HH:mm:ss.fff")}\nVolume: {limitOrder.Volume}");
//Отправляем лимитную заявку на регистрацию
RegisterOrder(limitOrder);
}
if (candle.ClosePrice >= top && position >= 0)
{
var limitOrder = new Order
{
Type = OrderType.Limit,
Direction = Direction.Sell,
Volume = position < 0 ? -position : _volume,
Price = candle.ClosePrice
};
_customValuesSell.Add(candle.CloseTime, (double)(limitOrder.Price - GetSecurity().Tick *25), $"SELL ORDER\nTime: {candle.CloseTime.ToString("dd.MM.yyyy HH:mm:ss.fff")}\nVolume: {limitOrder.Volume}");
//Отправляем лимитную заявку на регистрацию
RegisterOrder(limitOrder);
}
}
catch (Exception ex)
{
ExceptionMessage(ex, "ProcessCandle");
}
}
public void VariableValueMissing()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(VariableTests.TestDataDirectory, @"VariableValueMissing\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The Variable/@Value attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 10;
candle.Run();
}
DateTimeOffset IMarketDataStorageInfo <Candle> .GetTime(Candle data)
{
return(data.OpenTime);
}
public void ComponentSearchInvalidResultValue()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(ComponentSearchTests.TestDataDirectory, @"ComponentSearchInvalidResultValue\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(21, "The util:ComponentSearch/@Result attribute's value, 'NotState', is not one of the legal options: 'Directory', 'State', or 'KeyPath'.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 21;
candle.Extensions.Add("WixUtilExtension");
candle.Run();
}
public List <Candle> GetCandles(Security security, DateTime startTime, DateTime endTime, string minutesCount)
{
//http://mfd.ru/export/handler.ashx/temp.txt?TickerGroup=16&Tickers=1463
//&Alias=false&Period=1&timeframeValue=1
//&timeframeDatePart=day&StartDate=01.01.2010
//&EndDate=24.04.2020
//&SaveFormat=0&SaveMode=1&FileName=%D0%A1%D0%B1%D0%B5%D1%80%D0%B1%D0%B0%D0%BD%D0%BA_1min_01012010_24042020.txt
//&FieldSeparator=%253b&DecimalSeparator=.&DateFormat=yyyyMMdd&TimeFormat=HHmmss&DateFormatCustom=&TimeFormatCustom=&AddHeader=true&RecordFormat=0&Fill=false
string fileName = "tempFile" + ".txt";
string requestStr = "http://mfd.ru/export/handler.ashx/;" + fileName;
requestStr += "?TickerGroup=" + security.NameClass.Split('#')[1];
requestStr += "&Tickers=" + security.NameId.Split('#')[1];
requestStr += "&Alias=false&Period=" + minutesCount;
requestStr += "&timeframeValue =" + minutesCount;
requestStr += "&timeframeDatePart=day&StartDate=" + startTime.Date.ToString("dd/MM/yyyy").Replace("/", ".");
requestStr += "&EndDate=" + endTime.Date.ToString("dd/MM/yyyy").Replace("/", ".");
requestStr += "&SaveFormat=0&SaveMode=1&FileName=" + fileName;
requestStr += "&FieldSeparator=%253b&DecimalSeparator=.&DateFormat=yyyyMMdd&TimeFormat=HHmmss&DateFormatCustom=&TimeFormatCustom=&AddHeader=true&RecordFormat=0&Fill=false";
//https://mfd.ru/export/handler.ashx/_RTS_(RI)_1hour_01042010_28042020.txt?
//TickerGroup=26
// &Tickers=5*
// &Alias=false
//&Period=6
// &timeframeValue=1
// &timeframeDatePart=day
// &StartDate=01.04.2010
// &EndDate=28.04.2020
// &SaveFormat=0
// &SaveMode=0
// &FileName=_RTS_(RI)_1hour_01042010_28042020.txt
// &FieldSeparator=%253b
// &DecimalSeparator=.
// &DateFormat=yyyyMMdd
// &TimeFormat=HHmmss
// &DateFormatCustom=
// &TimeFormatCustom=
// &AddHeader=false
// &RecordFormat=3
// &Fill=false
string response = GetFileRequest(requestStr);
string[] lines = response.Split('\n');
List <Candle> result = new List <Candle>();
for (int i = 1; i < lines.Length; i++)
{
if (string.IsNullOrWhiteSpace(lines[i]))
{
continue;
}
string[] line = lines[i].Split(';');
int year = Convert.ToInt32(line[2].Substring(0, 4));
int month = Convert.ToInt32(line[2].Substring(4, 2));
int day = Convert.ToInt32(line[2].Substring(6, 2));
int hour = Convert.ToInt32(line[3].Substring(0, 2));
int minute = Convert.ToInt32(line[3].Substring(2, 2));
int second = Convert.ToInt32(line[3].Substring(4, 2));
DateTime timeStart = new DateTime(year, month, day, hour, minute, second);
Candle candle = new Candle();
candle.Open = line[4].ToDecimal();
candle.High = line[5].ToDecimal();
candle.Low = line[6].ToDecimal();
candle.Close = line[7].ToDecimal();
candle.Volume = line[8].ToDecimal();
candle.TimeStart = timeStart;
result.Add(candle);
}
return(result);
}
// creating alerts
// создание алертов
/// <summary>
/// load new data point from chart
/// загрузить с чарта новую точку с данными
/// </summary>
/// <param name="arrayCandles">array of candles/массив свечек</param>
/// <param name="numberCandle">candle index/индекс свечи</param>
/// <param name="valueY">igrick value/значение игрик</param>
public void SetFormChart(List <Candle> arrayCandles, int numberCandle, decimal valueY)
{
_arrayCandles = arrayCandles;
if (_waitOne == false && _waitTwo == false && _waitHorisont == false)
{
return;
}
if (arrayCandles == null ||
numberCandle < 0 ||
numberCandle > arrayCandles.Count ||
valueY <= 0 ||
arrayCandles.Count < 10)
{
return;
}
// find candle, which stuck
// находим свечку, в которую ткнули
Candle candle = arrayCandles[numberCandle];
if (_waitOne)
{
if (candle.TimeStart == _candleTwoTime)
{
MessageBox.Show("Линия не может быть построена из двух точек на одной оси Х");
return;
}
_candleOneTime = candle.TimeStart;
_candleOneValue = valueY;
_candleOneNumber = numberCandle;
_waitOne = false;
_waitTwo = true;
return;
}
else if (_waitTwo)
{
if (candle.TimeStart == _candleOneTime)
{
MessageBox.Show("Линия не может быть построена из двух точек на одной оси Х");
return;
}
_candleTwoTime = candle.TimeStart;
_candleTwoValue = valueY;
_candleTwoNumber = numberCandle;
_waitTwo = false;
}
if (_waitHorisont)
{
_candleOneTime = candle.TimeStart;
_candleOneValue = valueY;
_candleOneNumber = numberCandle;
if (numberCandle != 0)
{
_candleTwoTime = arrayCandles[0].TimeStart;
_candleTwoValue = valueY;
_candleTwoNumber = 0;
}
else
{
_candleTwoTime = arrayCandles[3].TimeStart;
_candleTwoValue = valueY;
_candleTwoNumber = 3;
}
_waitHorisont = false;
}
if (_candleOneTime != DateTime.MinValue && _candleTwoTime != DateTime.MinValue)
{
// swap points if they are not in correct order
//меняем местами точки, если они установлены не в правильном порядке
if (_candleOneNumber > _candleTwoNumber)
{
int glassNumber = _candleTwoNumber;
DateTime glassTime = _candleTwoTime;
decimal glassPoint = _candleTwoValue;
_candleTwoNumber = _candleOneNumber;
_candleTwoTime = _candleOneTime;
_candleTwoValue = _candleOneValue;
_candleOneNumber = glassNumber;
_candleOneTime = glassTime;
_candleOneValue = glassPoint;
}
SetReadyLineAlert(arrayCandles);
}
}
public virtual AlgResult Check(Candle candle)
{
return(AlgResult.Exit);
}
static List <Candle> HA_W_Candles(Instrument instrument, out InstrumentDetails instrumentDetails)
{
instrumentDetails = new InstrumentDetails();
Candle haPreviounsCandle = null;
Candle haCurrentCandle = null;
List <Candle> haCandles = new List <Candle>();
int ema50Period = 50;
int ema9Period = 9;
List <Candle> candles = OANDA.Data.Prices.GetCandles(instrument.Name, ema50Period, "W");
instrumentDetails.Current = candles.LastOrDefault().Close;
EMA ema50 = new EMA(ema50Period);
EMA ema9 = new EMA(ema9Period);
List <MyTrade.Core.Model.Candle> wcandles = MyTrade.Core.SqliteDataAccess.WeekyCandles.LoadCandles(instrument.Name);
PivotPoints pps = new PivotPoints();
PivotPoint wpps = pps.Get(wcandles[wcandles.Count - 2], instrumentDetails.Current);
instrumentDetails.W_PivotPoints = wpps;
List <MyTrade.Core.Model.Candle> mcandles = MyTrade.Core.SqliteDataAccess.MonthlyCandles.LoadCandles(instrument.Name);
PivotPoint mpps = pps.Get(mcandles[mcandles.Count - 2], instrumentDetails.Current);
instrumentDetails.M_PivotPoints = mpps;
instrumentDetails.TimeFrame = Core.Constants.TimeFrame.DAILY;
for (int i = 0; i < candles.Count; i++)
{
instrumentDetails.Max = Math.Max(instrumentDetails.Max, candles[i].High);
if (i == 0)
{
instrumentDetails.Min = candles[i].Low;
instrumentDetails.Min = Math.Min(candles[i].Low, instrumentDetails.Min);
haPreviounsCandle = HeikinAshi.GeneratePrevious(candles[i]);
haCandles.Add(haPreviounsCandle);
}
else
{
haCurrentCandle = HeikinAshi.Generate(haPreviounsCandle, candles[i]);
haCandles.Add(haCurrentCandle);
haPreviounsCandle = haCurrentCandle;
}
if (i == (candles.Count - 1))
{
if (instrumentDetails.EMAs == null)
{
instrumentDetails.EMAs = new List <Core.Model.Indicators.EMA>();
}
ema50.AddDataPoint(candles[i].Close);
ema9.AddDataPoint(candles[i].Close);
instrumentDetails.EMAs.Add(new Core.Model.Indicators.EMA()
{
Period = 50, Value = ema50.Average
});
instrumentDetails.EMAs.Add(new Core.Model.Indicators.EMA()
{
Period = 9, Value = ema9.Average
});
}
else
{
ema50.AddDataPoint(candles[i].Close);
ema9.AddDataPoint(candles[i].Close);
}
}
return(haCandles);
}
private void RaiseCandleSeriesProcessing(CandleSeries series, Candle candle)
{
CandleSeriesProcessing?.Invoke(series, candle);
}
void Candle_OnCandleExtinguished(Candle sender)
{
// Damn! Gotta put it back in place!
// Also punish the player
correct_sequence.Add(sender);
Summoner.sngl.ExtinguishedCandle();
}
public abstract SignalAndValue Process(Candle candle);
public void PayloadGroupRefMissingId()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(PayloadTests.TestDataDirectory, @"PayloadGroupRefMissingId\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(10, @"The PayloadGroupRef/@Id attribute was not found; it is required.", WixMessage.MessageTypeEnum.Error));
candle.ExpectedExitCode = 10;
candle.Run();
}
/// <summary>
/// загрузить данные из папки
/// </summary>
private void LoadCandleFromFolder(string folderName)
{
string[] files = Directory.GetFiles(folderName);
if (files.Length == 0)
{
return;
}
List <MinerCandleSeries> security = new List <MinerCandleSeries>();
for (int i = 0; i < files.Length; i++)
{
security.Add(new MinerCandleSeries());
security[security.Count - 1].FileAdress = files[i];
security[security.Count - 1].LogMessageEvent += TesterServer_LogMessageEvent;
string name = files[i].Split('\\')[files[i].Split('\\').Length - 1];
security[security.Count - 1].Security = new Security();
security[security.Count - 1].Security.Name = name;
security[security.Count - 1].Security.Lot = 1;
security[security.Count - 1].Security.NameClass = "TestClass";
security[security.Count - 1].Security.Go = 1;
security[security.Count - 1].Security.PriceStepCost = 1;
security[security.Count - 1].Security.PriceStep = 1;
// тф
// шаг цены
// начало
// конец
StreamReader reader = new StreamReader(files[i]);
// свечи: 20110111,100000,19577.00000,19655.00000,19533.00000,19585.00000,2752
// тики 1 вар: 20150401,100000,86160.000000000,2
// тики 2 вар: 20151006,040529,3010,5,Buy/Sell/Unknown
string str = reader.ReadLine();
try
{
// смотрим свечи ли в файле
Candle candle = new Candle();
candle.SetCandleFromString(str);
// в файле свечи. Смотрим какие именно
security[security.Count - 1].TimeStart = candle.TimeStart;
Candle candle2 = new Candle();
candle2.SetCandleFromString(reader.ReadLine());
security[security.Count - 1].TimeFrameSpan = candle2.TimeStart - candle.TimeStart;
security[security.Count - 1].TimeFrame = GetTimeFrame(security[security.Count - 1].TimeFrameSpan);
// шаг цены
decimal minPriceStep = decimal.MaxValue;
int countFive = 0;
CultureInfo culture = new CultureInfo("ru-RU");
for (int i2 = 0; i2 < 20; i2++)
{
Candle candleN = new Candle();
candleN.SetCandleFromString(reader.ReadLine());
decimal open = (decimal)Convert.ToDouble(candleN.Open);
decimal high = (decimal)Convert.ToDouble(candleN.High);
decimal low = (decimal)Convert.ToDouble(candleN.Low);
decimal close = (decimal)Convert.ToDouble(candleN.Close);
if (open.ToString(culture).Split(',').Length > 1 ||
high.ToString(culture).Split(',').Length > 1 ||
low.ToString(culture).Split(',').Length > 1 ||
close.ToString(culture).Split(',').Length > 1)
{
// если имеет место вещественная часть
int lenght = 1;
if (open.ToString(culture).Split(',').Length > 1 &&
open.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = open.ToString(culture).Split(',')[1].Length;
}
if (high.ToString(culture).Split(',').Length > 1 &&
high.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = high.ToString(culture).Split(',')[1].Length;
}
if (low.ToString(culture).Split(',').Length > 1 &&
low.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = low.ToString(culture).Split(',')[1].Length;
}
if (close.ToString(culture).Split(',').Length > 1 &&
close.ToString(culture).Split(',')[1].Length > lenght)
{
lenght = close.ToString(culture).Split(',')[1].Length;
}
if (lenght == 1 && minPriceStep > 0.1m)
{
minPriceStep = 0.1m;
}
if (lenght == 2 && minPriceStep > 0.01m)
{
minPriceStep = 0.01m;
}
if (lenght == 3 && minPriceStep > 0.001m)
{
minPriceStep = 0.001m;
}
if (lenght == 4 && minPriceStep > 0.0001m)
{
minPriceStep = 0.0001m;
}
if (lenght == 5 && minPriceStep > 0.00001m)
{
minPriceStep = 0.00001m;
}
if (lenght == 6 && minPriceStep > 0.000001m)
{
minPriceStep = 0.000001m;
}
if (lenght == 7 && minPriceStep > 0.0000001m)
{
minPriceStep = 0.0000001m;
}
}
else
{
// если вещественной части нет
int lenght = 1;
for (int i3 = open.ToString(culture).Length - 1; open.ToString(culture)[i3] == '0'; i3--)
{
lenght = lenght * 10;
}
int lengthLow = 1;
for (int i3 = low.ToString(culture).Length - 1; low.ToString(culture)[i3] == '0'; i3--)
{
lengthLow = lengthLow * 10;
if (lenght > lengthLow)
{
lenght = lengthLow;
}
}
int lengthHigh = 1;
for (int i3 = high.ToString(culture).Length - 1; high.ToString(culture)[i3] == '0'; i3--)
{
lengthHigh = lengthHigh * 10;
if (lenght > lengthHigh)
{
lenght = lengthHigh;
}
}
int lengthClose = 1;
for (int i3 = close.ToString(culture).Length - 1; close.ToString(culture)[i3] == '0'; i3--)
{
lengthClose = lengthClose * 10;
if (lenght > lengthClose)
{
lenght = lengthClose;
}
}
if (minPriceStep > lenght)
{
minPriceStep = lenght;
}
if (minPriceStep == 1 &&
open % 5 == 0 && high % 5 == 0 &&
close % 5 == 0 && low % 5 == 0)
{
countFive++;
}
}
}
if (minPriceStep == 1 &&
countFive == 20)
{
minPriceStep = 5;
}
security[security.Count - 1].Security.PriceStep = minPriceStep;
security[security.Count - 1].Security.PriceStepCost = minPriceStep;
// последняя дата
string lastString = null;
while (!reader.EndOfStream)
{
lastString = reader.ReadLine();
}
Candle candle3 = new Candle();
candle3.SetCandleFromString(lastString);
security[security.Count - 1].TimeEnd = candle3.TimeStart;
reader.Close();
}
catch (Exception)
{
security.Remove(security[security.Count - 1]);
}
finally
{
reader.Close();
}
}
// сохраняем бумаги
if (security == null ||
security.Count == 0)
{
return;
}
if (_securities == null)
{
_securities = new List <Security>();
}
for (int i = 0; i < security.Count; i++)
{
if (_securities.Find(security1 => security1.Name == security[i].Security.Name) == null)
{
_securities.Add(security[i].Security);
}
}
// считаем время
SecuritiesTester.AddRange(security);
if (SecuritiesTester.Count != 0)
{
for (int i = 0; i < SecuritiesTester.Count; i++)
{
if ((TimeMin == DateTime.MinValue && SecuritiesTester[i].TimeStart != DateTime.MinValue) ||
(SecuritiesTester[i].TimeStart != DateTime.MinValue && SecuritiesTester[i].TimeStart < TimeMin))
{
TimeMin = SecuritiesTester[i].TimeStart;
TimeStart = SecuritiesTester[i].TimeStart;
TimeNow = SecuritiesTester[i].TimeStart;
}
if (SecuritiesTester[i].TimeEnd != DateTime.MinValue &&
SecuritiesTester[i].TimeEnd > TimeMax)
{
TimeMax = SecuritiesTester[i].TimeEnd;
TimeEnd = SecuritiesTester[i].TimeEnd;
}
SecuritiesTester[i].LoadCandles();
}
}
}
public void LayoutDirectoryRefIdMissing()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(LayoutTests.TestDataDirectory, @"LayoutDirectoryRefIdMissing\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The LayoutDirectoryRef/@Id attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 10;
candle.Run();
}
private static void TestConnector_CandleSeriesProcessing(Candle obj)
{
Console.WriteLine($"Candle {{ OpenTime: {obj.OpenTime}, Pair: {obj.Pair}, OpenPrice: {obj.OpenPrice}, ClosePrice: {obj.ClosePrice} }}");
}
private void LoadNewCandle(Candle newCandle, int numberInArray) // добавить одну свечу на график
{
if (!CheckAccess())
{
// перезаходим в метод потоком формы, чтобы не было исключения
Dispatcher.Invoke(new Action <Candle, int>(LoadNewCandle), newCandle, numberInArray);
return;
}
// свечи
Series candleSeries = _chartForCandle.Series.FindByName("SeriesCandle");
if (candleSeries != null)
{
candleSeries.Points.RemoveAt(candleSeries.Points.Count - 1);
// забиваем новую свечку
candleSeries.Points.AddXY(numberInArray, newCandle.Low, newCandle.High, newCandle.Open, newCandle.Close);
candleSeries.Points.Last().ToolTip =
$"Low: {newCandle.Low}\nHigh: {newCandle.High}\nOpen: {newCandle.Open}\nClose: {newCandle.Close}\nVolume: {newCandle.Volume}";
// подписываем время
candleSeries.Points[candleSeries.Points.Count - 1].AxisLabel =
newCandle.Time.ToString(CultureInfo.InvariantCulture);
// разукрышиваем в привычные цвета
if (newCandle.Close > newCandle.Open)
{
candleSeries.Points[candleSeries.Points.Count - 1].Color = Color.Green;
candleSeries.Points[candleSeries.Points.Count - 1].BorderWidth = 3;
}
else
{
candleSeries.Points[candleSeries.Points.Count - 1].Color = Color.Red;
candleSeries.Points[candleSeries.Points.Count - 1].BackSecondaryColor = Color.Red;
candleSeries.Points[candleSeries.Points.Count - 1].BorderWidth = 3;
}
ChartArea candleArea = _chartForCandle.ChartAreas.FindByName("ChartAreaCandle");
if (candleArea != null && candleArea.AxisX.ScrollBar.IsVisible) // если уже выбран какой-то диапазон
{
// сдвигаем представление вправо
candleArea.AxisX.ScaleView.Scroll(_chartForCandle.ChartAreas[0].AxisX.Maximum);
}
}
// объём
Series volumeSeries = _chartForCandle.Series.FindByName("SeriesVolume");
if (volumeSeries != null)
{
volumeSeries.Points.AddXY(numberInArray, newCandle.Volume);
// разукрышиваем в привычные цвета
if (volumeSeries.Points.Count > 1)
{
if (volumeSeries.Points[volumeSeries.Points.Count - 2].YValues[0] < newCandle.Volume)
{
volumeSeries.Points[volumeSeries.Points.Count - 1].Color = Color.Green;
}
else
{
volumeSeries.Points[volumeSeries.Points.Count - 1].Color = Color.Red;
}
}
}
ChartResize(); // Выводим нормальные рамки
}
//Test only on Candles
private void ProcessOnlyCandle(Candle candle)
{
try
{
//Формируем индикаторы с задержкой на одну свечку
if (_lastCandle != null)
{
_upperChannelOne.Add(_lastCandle);
_lowerChannelOne.Add(_lastCandle);
_upperChannelTwo.Add(_lastCandle);
_lowerChannelTwo.Add(_lastCandle);
_atr.Add(candle);
}
_lastCandle = candle;
//Проверка актуальности данных
if (!GetRealTimeData())
{
return;
}
//Если индикаторы не сформированы, то ничего не делаем
if (!_upperChannelOne.IsFormed || !_lowerChannelOne.IsFormed || !_upperChannelTwo.IsFormed || !_lowerChannelTwo.IsFormed || !_atr.IsFormed)
{
return;
}
//Текущая позиция по выбранному коннектору и инструменту
var position = GetTradeInfo().Position;
//Текущие доступные денежные средства доступные стратегии
var currentFunds = GetStrategyInfo().CurrentFunds;
//Цена последней свечки
var lastPrice = GetLastCandle().ClosePrice;
if (!CheckIntraDayTime(candle.CloseTime.TimeOfDay, position, lastPrice))
{
return;
}
//Stop-Loss
MarketToMarketCandle(candle, position, lastPrice);
//Entry
if (candle.HighPrice > _upperChannelOne.LastValue && position == 0)
{
_risk = _k * _atr.LastValue;
var volume = (int)Math.Min(currentFunds * _riskPerTrade / _risk, currentFunds / GetSecurity().InitialMargin);
var order = new Order
{
Type = OrderType.Limit,
Direction = Direction.Buy,
Price = lastPrice + _offset,
Volume = volume,
Comment = "Entry Buy"
};
order.OrderChanged += newOrder => { if (newOrder.State == OrderState.Filled)
{
_entryPrice = newOrder.Price;
}
};
RegisterOrder(order);
}
else if (candle.LowPrice < _lowerChannelOne.LastValue && position == 0)
{
_risk = _k * _atr.LastValue;
var volume = (int)Math.Min(currentFunds * _riskPerTrade / _risk, currentFunds / GetSecurity().InitialMargin);
var order = new Order
{
Type = OrderType.Limit,
Direction = Direction.Sell,
Price = lastPrice - _offset,
Volume = volume,
Comment = "Entry Sell"
};
order.OrderChanged += newOrder => { if (newOrder.State == OrderState.Filled)
{
_entryPrice = newOrder.Price;
}
};
RegisterOrder(order);
}
//Exit
if (candle.LowPrice < _lowerChannelTwo.LastValue && position > 0)
{
RegisterOrder(new Order
{
Type = OrderType.Limit,
Direction = Direction.Sell,
Price = lastPrice - _offset,
Volume = position,
Comment = "Exit Sell"
});
}
else if (candle.HighPrice > _upperChannelTwo.LastValue && position < 0)
{
RegisterOrder(new Order
{
Type = OrderType.Limit,
Direction = Direction.Buy,
Price = lastPrice + _offset,
Volume = -position,
Comment = "Exit Buy"
});
}
}
catch (Exception ex)
{
ExceptionMessage(ex, "ProcessOnlyCandle");
}
}
/// <summary>
/// Builds a patch using given paths for the target and upgrade packages.
/// </summary>
/// <param name="targetPath">The path to the target MSI.</param>
/// <param name="upgradePath">The path to the upgrade MSI.</param>
/// <param name="name">The name of the patch to build.</param>
/// <param name="version">Optional version for the bundle.</param>
/// <returns>The path to the patch.</returns>
private string BuildPatch(string targetPath, string upgradePath, string name, string version)
{
// Get the name of the calling method.
StackTrace stack = new StackTrace();
string caller = stack.GetFrame(1).GetMethod().Name;
// Create paths.
string source = Path.Combine(this.TestContext.TestDataDirectory, String.Concat(name, ".wxs"));
string rootDirectory = FileUtilities.GetUniqueFileName();
string objDirectory = Path.Combine(rootDirectory, Settings.WixobjFolder);
string msiDirectory = Path.Combine(rootDirectory, Settings.MsiFolder);
string wixmst = Path.Combine(objDirectory, String.Concat(name, ".wixmst"));
string wixmsp = Path.Combine(objDirectory, String.Concat(name, ".wixmsp"));
string package = Path.Combine(msiDirectory, String.Concat(name, ".msp"));
// Add the root directory to be cleaned up.
this.TestArtifacts.Add(new DirectoryInfo(rootDirectory));
// Compile.
Candle candle = new Candle();
candle.Extensions.AddRange(DependencyExtensionTests.Extensions);
candle.OtherArguments = String.Concat("-dTestName=", caller);
if (!String.IsNullOrEmpty(version))
{
candle.OtherArguments = String.Concat(candle.OtherArguments, " -dVersion=", version);
}
candle.OutputFile = String.Concat(objDirectory, @"\");
candle.SourceFiles.Add(source);
candle.WorkingDirectory = this.TestContext.TestDataDirectory;
candle.Run();
// Make sure the output directory is cleaned up.
this.TestArtifacts.Add(new DirectoryInfo(objDirectory));
// Link.
Light light = new Light();
light.Extensions.AddRange(DependencyExtensionTests.Extensions);
light.ObjectFiles = candle.ExpectedOutputFiles;
light.OutputFile = wixmsp;
light.SuppressMSIAndMSMValidation = true;
light.WorkingDirectory = this.TestContext.TestDataDirectory;
light.Run();
// Make sure the output directory is cleaned up.
this.TestArtifacts.Add(new DirectoryInfo(msiDirectory));
// Torch.
Torch torch = new Torch();
torch.TargetInput = Path.ChangeExtension(targetPath, "wixpdb");
torch.UpdatedInput = Path.ChangeExtension(upgradePath, "wixpdb");
torch.PreserveUnmodified = true;
torch.XmlInput = true;
torch.OutputFile = wixmst;
torch.WorkingDirectory = this.TestContext.TestDataDirectory;
torch.Run();
// Pyro.
Pyro pyro = new Pyro();
pyro.Baselines.Add(torch.OutputFile, name);
pyro.InputFile = light.OutputFile;
pyro.OutputFile = package;
pyro.WorkingDirectory = this.TestContext.TestDataDirectory;
pyro.SuppressWarnings.Add("1079");
pyro.Run();
return pyro.OutputFile;
}
private void ProcessCandle(Candle candle)
{
// если наша стратегия в процессе остановки
if (ProcessState == ProcessStates.Stopping)
{
// отменяем активные заявки
CancelActiveOrders();
return;
}
this.AddInfoLog(LocalizedStrings.Str3634Params.Put(candle.OpenTime, candle.OpenPrice, candle.HighPrice, candle.LowPrice, candle.ClosePrice, candle.TotalVolume, candle.Security));
// добавляем новую свечу
var longValue = LongSma.Process(candle);
var shortValue = ShortSma.Process(candle);
// вычисляем новое положение относительно друг друга
var isShortLessThenLong = ShortSma.GetCurrentValue() < LongSma.GetCurrentValue();
// если произошло пересечение
if (_isShortLessThenLong != isShortLessThenLong)
{
// если короткая меньше чем длинная, то продажа, иначе, покупка.
var direction = isShortLessThenLong ? Sides.Sell : Sides.Buy;
// вычисляем размер для открытия или переворота позы
var volume = Position == 0 ? Volume : Position.Abs().Min(Volume) * 2;
if (!SafeGetConnector().RegisteredMarketDepths.Contains(Security))
{
var price = Security.GetMarketPrice(Connector, direction);
// регистрируем псевдо-маркетную заявку - лимитная заявка с ценой гарантирующей немедленное исполнение.
if (price != null)
{
RegisterOrder(this.CreateOrder(direction, price.Value, volume));
}
}
else
{
// регистрируем заявку (обычным способом - лимитированной заявкой)
RegisterOrder(this.CreateOrder(direction, (decimal)(Security.GetCurrentPrice(this, direction) ?? 0), volume));
// переворачиваем позицию через котирование
//var strategy = new MarketQuotingStrategy(direction, volume)
//{
// WaitAllTrades = true,
//};
//ChildStrategies.Add(strategy);
}
// запоминаем текущее положение относительно друг друга
_isShortLessThenLong = isShortLessThenLong;
}
var trade = _myTrades.FirstOrDefault();
_myTrades.Clear();
var dict = new Dictionary <IChartElement, object>
{
{ _candlesElem, candle },
{ _shortElem, shortValue },
{ _longElem, longValue },
{ _tradesElem, trade }
};
_chart.Draw(candle.OpenTime, dict);
}
/// <summary>
/// To add data for the candle.
/// </summary>
/// <param name="series">Candles series.</param>
/// <param name="candle">The candle for which you need to add data.</param>
/// <param name="value">New data.</param>
public void AddValue(CandleSeries series, Candle candle, ICandleBuilderSourceValue value)
{
if (_valuesKeepTime == TimeSpan.Zero)
return;
GetInfo(series).AddValue(candle, value);
}
public void RegistrySearchInvalidRootValue()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(RegistrySearchTests.TestDataDirectory, @"RegistrySearchInvalidRootValue\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(21, "The util:RegistrySearch/@Root attribute's value, 'HKEY_LOCAL_MACHINE', is not one of the legal options: 'HKCR', 'HKCU', 'HKLM', or 'HKU'.", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(10, "The util:RegistrySearch/@Root attribute was not found; it is required.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 10;
candle.Extensions.Add("WixUtilExtension");
candle.Run();
}
public void AddValue(Candle candle, ICandleBuilderSourceValue value)
{
if (candle == null)
throw new ArgumentNullException("candle");
if (value == null)
throw new ArgumentNullException("value");
_candleValues.SafeAdd(candle).AddLast(value);
_valuesStat.Add(value);
if (_firstValueTime == 0)
_firstValueTime = value.Time.UtcTicks;
_lastValueTime = value.Time.UtcTicks;
RecycleValues();
}
public override IEnumerable <Candle> GetCandles(Coin baseCoin, Coin coin, int periodSeconds, DateTime?startDate = null, DateTime?endDate = null)
{
// https://bittrex.com/Api/v2.0/pub/market/GetTicks?marketName=BTC-WAVES&tickInterval=day
// "{"success":true,"message":"","result":[{"O":0.00011000,"H":0.00060000,"L":0.00011000,"C":0.00039500,"V":5904999.37958770,"T":"2016-06-20T00:00:00","BV":2212.16809610} ] }"
string periodString;
switch (periodSeconds)
{
case 60: periodString = "oneMin"; break;
case 300: periodString = "fiveMin"; break;
case 1800: periodString = "thirtyMin"; break;
case 3600: periodString = "hour"; break;
case 86400: periodString = "day"; break;
case 259200: periodString = "threeDay"; break;
case 604800: periodString = "week"; break;
default:
if (periodSeconds > 604800)
{
periodString = "month";
}
else
{
throw new ArgumentOutOfRangeException("Period seconds must be 60,300,1800,3600,86400, 259200 or 604800");
}
break;
}
string symbol = NormalizeSymbol($"{baseCoin.Code}-{coin.Code}");
startDate = startDate ?? DateTime.UtcNow;
endDate = endDate ?? startDate.Value.Subtract(TimeSpan.FromDays(1.0));
JToken result = MakeJsonRequest <JToken>("pub/market/GetTicks?marketName=" + symbol + "&tickInterval=" + periodString, BaseUrl2);
CheckError(result);
JArray array = result["result"] as JArray;
foreach (JToken jsonCandle in array)
{
Candle candle = new Candle
{
ClosePrice = (decimal)jsonCandle["C"],
ExchangeName = Name,
HighPrice = (decimal)jsonCandle["H"],
LowPrice = (decimal)jsonCandle["L"],
Name = symbol,
OpenPrice = (decimal)jsonCandle["O"],
PeriodSeconds = periodSeconds,
Timestamp = (DateTime)jsonCandle["T"],
VolumePrice = (double)jsonCandle["BV"],
VolumeQuantity = (double)jsonCandle["V"]
};
if (candle.Timestamp >= startDate && candle.Timestamp <= endDate)
{
yield return(candle);
}
}
}
public void PackageInvalidVital()
{
Candle candle = new Candle();
candle.SourceFiles.Add(Path.Combine(PackageTests.TestDataDirectory, @"PackageInvalidVital\Product.wxs"));
candle.ExpectedWixMessages.Add(new WixMessage(15, "The MsiPackage/@Vital attribute's value, 'true', is not a legal yes/no value. The only legal values are 'no' and 'yes'.", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(15, "The MspPackage/@Vital attribute's value, 'false', is not a legal yes/no value. The only legal values are 'no' and 'yes'.", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(15, "The MsuPackage/@Vital attribute's value, 'vital', is not a legal yes/no value. The only legal values are 'no' and 'yes'.", Message.MessageTypeEnum.Error));
candle.ExpectedWixMessages.Add(new WixMessage(15, "The ExePackage/@Vital attribute's value, 'TRUE', is not a legal yes/no value. The only legal values are 'no' and 'yes'.", Message.MessageTypeEnum.Error));
candle.ExpectedExitCode = 15;
candle.Run();
}
//This method measures and deconstructs last three candles to be used by kickass indicators
protected void loadCandlesticks()
{
for(int i=0;i<3;i++){
candles[i]=new Candle();
candles[i].high=Highs[0][i]; //based on asks
candles[i].low=Lows[0][i]; //based on bids
candles[i].height=(int)((candles[i].high-candles[i].low)*tf);
candles[i].top=Math.Max(Opens[0][i],Closes[0][i]);
candles[i].bottom=Math.Min(Opens[0][i],Closes[0][i]);
candles[i].body=(int)((candles[i].top-candles[i].bottom)*tf);
candles[i].hair=(int)((candles[i].high-candles[i].top)*tf);
candles[i].beard=(int)((candles[i].bottom-candles[i].low)*tf);
if(Opens[0][i]>Closes[0][i])
candles[i].dir=-1;
else
candles[i].dir=1;
double quarter=(candles[i].height/4)/tf;
double bodyQuarter=(candles[i].body/4)/tf;
candles[i].topQuarter=candles[i].high-quarter;
candles[i].bottomQuarter=candles[i].low+quarter;
candles[i].topBodyQuarter=candles[i].top-bodyQuarter;
candles[i].bottomBodyQuarter=candles[i].bottom+bodyQuarter;
candles[i].preaverage=0;
int c=0;
for(int j=i+1;j<i+8;j++){
candles[i].preaverage+=Lows[0][j]+(Highs[0][j]-Lows[0][j])/2;
c++;
}
candles[i].preaverage/=c;
candles[i].premin=MIN(Lows[0],6)[i+i];
candles[i].premax=MIN(Highs[0],6)[i+i];
}
}
public Price CalcTrend(MarketData mktData, DateTime updateTime)
{
if (mktData.TimeSeries.Count < 2)
{
return(null);
}
var curVal = mktData.TimeSeries.Last().Mid();
if (updateTime >= _nextTime)
{
if (_nextTime == DateTime.MinValue)
{
_nextTime = updateTime.AddSeconds(_subPeriodSeconds);
}
else
{
_nextTime = _nextTime.AddSeconds(_subPeriodSeconds);
}
DateTime rsiTime = _nextTime.AddSeconds(-_subPeriodSeconds);
if (mktData.TimeSeries.StartTime() > rsiTime)
{
return(null);
}
if (_candles.Count == _nbPeriods)
{
_candles.RemoveAt(0);
}
_curCandle = new Candle(curVal, curVal, updateTime, updateTime);
_candles.Add(_curCandle);
}
else
{
_curCandle = _candles.Last();
}
if (curVal > _curCandle.MaxValue)
{
_curCandle.MaxValue = curVal;
_curCandle.EndTime = updateTime;
}
else if (curVal < _curCandle.MinValue)
{
_curCandle.MinValue = curVal;
_curCandle.StartTime = updateTime;
}
if (_candles.Count < _nbPeriods)
{
return(null);
}
/*
* List<KeyValuePair<DateTime, decimal>> centralValues = new List<KeyValuePair<DateTime, decimal>>();
* var startCenter = new KeyValuePair<DateTime, decimal>(new DateTime(_candles[0].StartTime.Ticks / 2 + _candles[0].EndTime.Ticks / 2), (_candles[0].Min + _candles[0].Max) / 2m);
* centralValues.Add(startCenter);
* centralValues.Add(new KeyValuePair<DateTime, decimal>(new DateTime(_candles[_candles.Count / 3].StartTime.Ticks / 2 + _candles[_candles.Count / 3].EndTime.Ticks / 2),
* (_candles[_candles.Count / 3].Min + _candles[_candles.Count / 3].Max) / 2m));
* centralValues.Add(new KeyValuePair<DateTime, decimal>(new DateTime(_candles[_candles.Count * 2 / 3].StartTime.Ticks / 2 + _candles[_candles.Count * 2 / 3].EndTime.Ticks / 2),
* (_candles[_candles.Count * 2 / 3].Min + _candles[_candles.Count * 2 / 3].Max) / 2m));
* centralValues.Add(new KeyValuePair<DateTime, decimal>(new DateTime(_candles[_candles.Count - 2].StartTime.Ticks / 2 + _candles[_candles.Count - 2].EndTime.Ticks / 2),
* (_candles[_candles.Count - 2].Min + _candles[_candles.Count - 2].Max) / 2m));
* decimal centralCoeff = calcDirCoeff(centralValues, updateTime) / (decimal)(updateTime - centralValues[0].Key).TotalSeconds;*/
IEnumerable <KeyValuePair <decimal, DateTime> > topValues = null;
IEnumerable <KeyValuePair <decimal, DateTime> > bottomValues = null;
if (_simple)
{
var first = _candles.First();
var last = _candles.Last();
decimal timeLength = (decimal)(last.EndTime - first.EndTime).TotalSeconds;
decimal topCoeff = timeLength < 1m ? 0m : (last.MaxValue - first.MaxValue) / (decimal)(last.EndTime - first.EndTime).TotalSeconds;
timeLength = (decimal)(last.StartTime - first.StartTime).TotalSeconds;
decimal bottomCoeff = timeLength < 1m ? 0m : (last.MinValue - first.MinValue) / (decimal)(last.StartTime - first.StartTime).TotalSeconds;
if (topCoeff == 0m && bottomCoeff == 0m)
{
return(null);
}
return(new Price(100m * (topCoeff + bottomCoeff) / 2m));
}
else
{
if (_candles.Count > _nbPeaks)
{
topValues = searchTopValues();
bottomValues = searchBottomValues();
}
else
{
var candidateTopValues = new SortedDictionary <decimal, DateTime>();
var candidateBottomValues = new SortedDictionary <decimal, DateTime>();
foreach (var candle in _candles)
{
candidateTopValues[candle.MaxValue] = candle.EndTime;
candidateBottomValues[candle.MinValue] = candle.StartTime;
}
topValues = candidateTopValues;
bottomValues = candidateBottomValues;
}
decimal topCoeff = calcDirCoeff(topValues, updateTime);
decimal bottomCoeff = calcDirCoeff(bottomValues, updateTime);
Price trend = new Price(100m * (topCoeff + bottomCoeff) / 2m);
return(trend);
}
}
/// <summary>
/// transform candles
/// преобразовать свечи
/// </summary>
/// <param name="tf">received timeframe / пришедший таймфрейм</param>
/// <param name="needTf">needed timeframe / тф который нужно получить</param>
/// <param name="rawCandles">raw candles / заготовки для свечей</param>
/// <returns></returns>
private List <Candle> TransformCandles(int tf, int needTf, List <List <double> > rawCandles)
{
var entrance = needTf / tf;
List <Candle> newCandles = new List <Candle>();
//MTS, - 0
//OPEN, - 1
//CLOSE,- 2
//HIGH, - 3
//LOW, - 4
//VOLUME- 5
int count = 0;
Candle newCandle = new Candle();
bool isStart = true;
for (int i = rawCandles.Count - 1; i > 0; i--)
{
var time = new DateTime(1970, 1, 1) + TimeSpan.FromMilliseconds(rawCandles[i][0]);
if (time.Minute % needTf != 0 && isStart)
{
continue;
}
if (needTf > 60)
{
if (time.Hour % (needTf / 60) != 0 && isStart)
{
continue;
}
}
isStart = false;
count++;
if (count == 1)
{
newCandle = new Candle();
var resOpen = rawCandles[i];
newCandle.Open = Convert.ToDecimal(rawCandles[i][1]);
newCandle.TimeStart = time;
newCandle.Low = Decimal.MaxValue;
newCandle.High = Decimal.MinValue;
}
newCandle.High = Convert.ToDecimal(rawCandles[i][3]) > newCandle.High
? Convert.ToDecimal(rawCandles[i][3])
: newCandle.High;
newCandle.Low = Convert.ToDecimal(rawCandles[i][4]) < newCandle.Low
? Convert.ToDecimal(rawCandles[i][4])
: newCandle.Low;
newCandle.Volume += Convert.ToDecimal(rawCandles[i][5]);
if (i == 1 && count != entrance)
{
newCandle.Close = Convert.ToDecimal(rawCandles[i][2]);
newCandle.State = CandleState.None;
newCandles.Add(newCandle);
}
if (count == entrance)
{
newCandle.Close = Convert.ToDecimal(rawCandles[i][2]);
newCandle.State = CandleState.Finished;
newCandles.Add(newCandle);
count = 0;
}
}
if (newCandles.Count > 1)
{
newCandles.RemoveAt(0);
}
return(newCandles);
}
